Rotella Capital Management’s ProShares Short S&P500 SH Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Shares Change %	Capital Flow	Portfolio Weight	Portfolio Position
2014 Q3	–	Sell	-5,375	Closed	-$1.01M	–	392
2014 Q2	$1.01M	Buy	+5,375	New	+$1.01M	0.85%	24
2013 Q3	–	Sell	-3,625	Closed	-$861K	–	152
2013 Q2	$861K	Buy	+3,625	New	+$861K	2.74%	11